Essays about: "Yixian Liu"
Found 1 essay containing the words Yixian Liu.
University essay from Lunds universitet/Ekonomisk-historiska institutionen
Abstract : China, with the fast developing financial market, experienced two dramatic stock market crisis in recent ten years under government constrains. Thus, monitoring the systemic risk in China is crucial and meaningful. This paper applies CoVaR methodology to measure the dynamic systemic risk of China’s financial market from 1996 to 2016. READ MORE